Access Statistics for Kajal Lahiri

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 145 1 6 10 477
A Comparison of Some Recent Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 28 3 6 10 161
A Non-linear Forecast Combination Procedure for Binary Outcomes 0 0 0 24 1 6 8 93
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 44 1 3 7 157
A note on the double k-class estimator in simultaneous equations 0 0 0 13 0 5 12 93
ARCH models for multi-period forecast uncertainty-a reality check using a panel of density forecasts 0 0 0 24 0 4 9 178
An Econometric Analysis of Veterans Health Care Utilization Using Two-part Models 0 1 1 57 1 4 8 250
An Empirical Analysis of Medicare-eligible Veterans' Demand for Outpatient Health Care Services 0 0 0 32 0 2 6 210
An Evaluation of the Index of Leading Indicators as Predictor of Cyclical Turning Points Using Markov Switching Model as Filter 0 0 0 0 0 3 6 506
Analyzing Three-Dimensional Panel Data of Forecasts 0 0 1 211 0 7 12 567
Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation 0 0 1 8 0 3 7 107
Bayesian Analysis of Nested Logit Model by Markov Chain Monte Carlo 0 0 0 119 3 9 16 400
Bayesian Reduced Rank Regression in SEMs with Weak Identification 0 0 0 3 0 8 12 275
Beware of Being Unaware: Racial Disparities in Chronic Illness in the US 0 0 1 22 1 2 6 204
Beware of Unawareness: Racial/Ethnic Disparities in Awareness of Chronic Diseases 0 0 0 15 1 3 6 89
Birthweight and Academic Achievement in Childhood 0 0 1 18 0 9 16 94
Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York 0 0 3 23 0 4 18 39
Comment on "Forecast Rationality Tests Based on Multi-Horizon Bounds" by Andrew Patton and Allan Timmermann. Journal of Business and Economic Statistics, No. 1, Vol. 30, 2012, pp.1-17 0 0 0 88 0 5 10 86
Comment on `Forecasting Economic and Financial Variables with Global VARs' by M. Hashem Pesaran, Till Schuermann and L. Venessa Smith 0 0 0 12 0 0 3 79
Confidence Bands for ROC Curves with Serially Dependent Data 0 0 0 45 0 1 3 77
Cycles in the Transportation Sector and the Aggregate Economy 0 0 0 258 0 4 9 1,030
Determinants of Consumer Sentiment over Business Cycles: Evidence from the U.S. Surveys of Consumers 0 0 1 43 3 8 15 112
Determinants of Consumer Sentiment: Evidence from Household Survey Data 0 1 4 111 1 14 23 266
Determinants of Multi-period Forecast Uncertainty Using a Panel of Density Forecasts 0 0 0 81 0 2 5 292
Diabetes and Labor Market Exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 13 0 2 3 75
Early Warning System for Economic and Financial Risks in Kazakhstan 0 0 2 432 1 4 10 1,559
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple clinical Indicators 0 0 2 41 0 6 15 161
Estimating International Transmission of Shocks Using GDP Forecasts: India and Its Trading Partners 0 0 0 62 0 7 11 258
Estimating macroeconomic uncertainty and discord using info-metrics 0 0 0 32 0 4 6 92
Estimating the Variance of a Combined Forecast: Bootstrap-Based Approach 0 0 0 190 0 1 6 73
Examining the Education Gradient in Chronic Illness 1 1 1 19 1 3 4 85
Fetal Growth and Neurobehavioral Outcomes in Childhood 0 0 0 5 0 2 5 59
Forecasting Binary Outcomes 0 0 0 165 1 7 20 320
Forecasting Consumption in Real Time: The Role of Consumer Confidence Surveys 0 1 1 82 1 9 17 272
Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors 0 0 0 62 0 7 17 248
Getting the ROC into Sync 0 0 0 21 1 3 7 52
Health Inequality and Its Determinants in New York 0 0 0 23 1 6 7 123
Health Inequality and Its Determinants in New York 0 0 1 75 1 9 15 322
Heterogeneous Expectations among Professional Forecasters 0 1 2 5 0 28 32 40
Heterogeneous expectations among professional forecasters 0 0 0 5 2 6 10 19
How Far Ahead Can We Forecast? Evidence From Cross-country Surveys 0 0 1 62 0 5 10 205
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 1 48 0 2 12 224
Income-related health disparity and its determinants in New York state: racial/ethnic and geographical comparisons 0 0 0 34 2 6 8 203
Inefficiency in Social Security Trust Funds Forecasts 0 0 2 12 0 5 13 31
Infant Health and Academic Achievement in Childhood 0 0 0 4 0 1 2 57
Inflation Expectations in India: Learning from Household Tendency Surveys 0 0 1 76 3 7 15 247
International Propagation of Shocks: A Dynamic Factor Model Using Survey Forecasts 0 0 1 56 0 1 8 93
Learning and Heterogeneity in GDP and Inflation Forecasts 0 0 0 66 1 6 7 176
Learning and heterogeneity in GDP and inflation forecasts 0 0 0 26 0 9 18 128
Machine Learning and Forecast Combination in Incomplete Panels 0 0 0 36 0 7 8 131
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 2 113 1 8 14 463
Measuring Forecast Uncertainty by Disagreement: The Missing Link 0 0 1 62 3 6 16 231
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 42 5 37 45 159
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 18 1 6 8 31
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity 0 0 0 21 4 26 31 62
Modeling Multi-Period Inflation Uncertainty Using a Panel of Density Forcasts 0 0 0 32 0 4 11 199
Monthly Output Index for the U.S. Transportation Sector 0 0 0 140 0 4 10 733
Nowcasting US GDP: The role of ISM Business Surveys 0 0 5 168 1 8 26 524
On the Use of Density Forecasts to Identify Asymmetry in Forecasters' Loss Functions 0 0 1 36 1 3 7 103
Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited 0 0 3 45 1 7 20 174
ROC and PRC Approaches to Evaluate Recession Forecasts 0 0 0 1 0 3 12 25
Racial/Ethnic and Education-Related Disparities in Control of Risk Factors for Cardiovascular Disease among Diabetics 0 0 0 15 1 2 5 115
Should Transportation Output be Included as Part of the Coincident Indicators System? 0 0 0 9 0 4 5 79
Testing the Value of Probability Forecasts for Calibrated Combining 0 0 0 10 2 5 7 66
The Dynamics of Income-related Health Inequality among US Children 0 0 0 110 0 3 10 309
The Local Power of the IPS Test with Both Initial Conditions and Incidental Trends 0 0 0 30 0 2 5 55
The Nordhaus Test with Many Zeros 0 0 0 11 1 2 7 41
The Nordhaus Test with Many Zeros 0 0 0 7 1 6 13 37
The Yield Spread Puzzle and the Information Content of SPF Forecasts 0 0 0 16 1 7 10 101
The yield spread puzzle and the information content of SPF forecasts 0 0 0 31 0 5 7 94
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 20 1 3 5 111
Value of Sample Separation Information in a Sequential Probit Model: Another Look at SSA's Disability Determination Process 0 0 0 112 0 0 5 389
[Book Review of] Econometrics of inflationary expectations. Amsterdam, New York. 1981., Lahiri, Kajal: The 0 0 0 2 0 2 4 22
Total Working Papers 1 5 40 4,127 55 424 806 15,218


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Study of Alternative Methods of Quantifying Qualitative Survey Responses Using NAPM Data 0 0 0 0 3 10 12 790
A Comparison of Alternative Real Rate Estimates 0 0 0 0 1 1 2 54
A Comparison of Some Bayesian and Classical Procedures for Simultaneous Equation Models with Weak Instruments 0 0 0 2 1 6 8 30
A Macroeconometric Model for Developing Countries 0 0 2 95 0 0 10 228
A Note on "Selection of Regressors." 0 0 0 22 0 4 7 66
A Panel Data Analysis of Productive Efficiency in Freestanding Health Clinics 0 0 0 0 0 1 4 150
A Structural Model Of Social Security'S Disability Determination Process 0 0 0 94 0 7 10 514
A computational algorithm for multiple equation models with panel data 0 0 0 56 0 2 3 99
A dynamic factor model of the coincident indicators for the US transportation sector 0 0 0 53 1 4 8 222
A further analysis of the conference board’s new Leading Economic Index 0 0 0 23 0 5 6 102
A joint study of expectations formation and the shifting Phillips curve 0 0 0 20 0 2 3 50
A model of Social Security Disability Insurance using matched SIPP/Administrative data 0 0 0 76 2 10 13 338
A new framework for analyzing survey forecasts using three-dimensional panel data 0 1 4 301 1 5 15 708
A non-linear forecast combination procedure for binary outcomes 0 0 0 6 0 4 6 45
A note on a theorem by Professor Chow 0 0 0 8 0 1 1 45
A note on the double k-class estimator in simultaneous equations 0 0 0 26 1 4 6 121
A tale of two recession-derivative indicators 0 0 0 0 2 5 13 19
Advances in Applied Econometrics 0 0 0 1 1 1 2 24
American Health-Adjusted Life Expectancy at Midlife: An Analysis Based on the Health and Retirement Study 0 0 1 6 2 3 5 20
An Empirical Study on the Econometric Implications of Rational Expectations Hypothesis 0 0 0 0 0 0 1 71
An econometric analysis of veterans’ health care utilization using two-part models 0 0 0 99 0 1 7 370
An econometric model of wastepaper recycling in the USA 0 0 0 48 0 4 4 134
An econometric study on the dynamics of urban spatial structure 0 0 0 27 0 3 8 112
Analysis of Panel Data 0 0 0 18 1 5 11 92
Are Some Forecasters Really Better than Others? A Note* 0 0 0 5 1 2 9 21
Asymptotic variance of Brier (skill) score in the presence of serial correlation 0 0 0 2 1 4 6 35
BEWARE OF BEING UNAWARE: RACIAL/ETHNIC DISPARITIES IN CHRONIC ILLNESS IN THE USA 0 0 0 0 1 4 8 47
BIRTH WEIGHT AND ACADEMIC ACHIEVEMENT IN CHILDHOOD 0 0 0 9 0 2 6 56
Bayesian analysis of nested logit model by Markov chain Monte Carlo 0 0 1 157 0 11 19 566
Bayesian forecasting in economics 0 0 0 42 2 3 4 96
Book Review of Business and Economic Forecasting: Analyzing and Interpreting Econometric Results 0 0 0 15 0 3 3 63
Book Review: Business Cycles and Depressions: An Encyclopedia, (ed.) 0 0 0 0 0 3 5 403
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York 0 1 3 16 3 7 20 55
Comment 0 0 0 0 0 3 5 5
Comment 0 0 0 0 0 0 2 22
Comments on "Forecasting economic and financial variables with global VARs" 0 0 0 9 1 3 4 32
Confidence Bands for ROC Curves With Serially Dependent Data 0 0 2 13 1 5 11 66
Construction of leading economic index for recession prediction using vine copulas 0 0 0 8 3 7 10 33
Determinants of Consumer Sentiment Over Business Cycles: Evidence from the US Surveys of Consumers 0 0 1 26 0 4 15 96
Diabetes and labor market exits: Evidence from the Health & Retirement Study (HRS) 0 0 0 7 0 3 4 40
Dynamics of Asian Savings: The Role of Growth and Age Structure 0 0 0 38 0 1 3 103
ET INTERVIEW: PROFESSOR G.S. MADDALA 0 0 0 34 0 6 8 173
Economic indicators for the US transportation sector 0 0 1 29 2 6 13 185
Effects of Psychiatric Disorders on Labor Market Outcomes: A Latent Variable Approach Using Multiple Clinical Indicators 0 0 1 10 2 7 17 91
Estimating Endogenous Ordered Response Panel Data Models with an Application to Income Gradient in Child Health 0 0 0 4 0 0 3 14
Estimating the variance of a combined forecast: Bootstrap-based approach 0 0 0 3 1 3 6 15
Estimation of a macroeconomic model with rational expectations and capital controls for developing countries 0 0 1 94 0 1 3 216
Evaluating probability forecasts for GDP declines using alternative methodologies 0 0 0 66 0 1 7 180
Evolution of forecast disagreement in a Bayesian learning model 0 0 0 122 4 10 20 431
Exact sampling distribution of the omitted variable estimator 0 0 0 8 0 2 4 55
Examining the education gradient in chronic illness 0 0 0 1 1 2 7 32
Fetal growth and neurobehavioral outcomes in childhood 0 0 0 2 0 2 5 53
Forecasting Consumption: the Role of Consumer Confidence in Real Time with many Predictors 0 0 0 16 0 5 14 76
Further consequences of viewing LIML as an iterated Aitken estimator 0 0 0 14 0 1 8 88
Getting the ROC into Sync 0 0 0 6 0 0 4 22
Government Policy Dynamics in Structural and Reduced Form Estimation 0 0 0 0 0 0 0 93
How far ahead can we forecast? Evidence from cross-country surveys 0 1 2 111 1 6 12 391
How quickly do forecasters incorporate news? Evidence from cross-country surveys 0 0 0 118 1 7 12 435
How quickly do forecasters incorporate news? Evidence from cross‐country surveys 0 0 0 1 0 2 4 13
Inefficiency in social security trust funds forecasts 0 1 2 3 1 3 7 14
Inflation expectations in India: Learning from household tendency surveys 0 2 5 42 2 9 18 125
Inflationary Expectations: Their Formation and Interest Rate Effects 0 0 0 39 0 1 2 155
Interest Rates and the Subjective Probability Distribution of Inflation Forecasts 0 0 2 143 1 5 12 773
Interest rate spreads as predictors of German inflation and business cycles 0 0 0 82 0 5 10 289
International propagation of shocks: A dynamic factor model using survey forecasts 0 1 1 5 2 4 8 42
Introduction 0 0 0 5 1 4 7 56
Joint estimation and testing for functional form and heteroskedasticity 0 0 0 38 1 4 6 101
Kajal Lahiri, Transportation Indicators and Business Cycles 0 0 0 16 1 2 2 99
Leading economic indicators: "A leading indicator of inflation based on interest rates" 0 0 0 51 0 3 6 184
Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) 1 1 1 145 1 2 4 288
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 0 0 0 206 0 1 7 460
Learning and heterogeneity in GDP and inflation forecasts 0 0 1 57 2 8 12 221
MCMC algorithms for two recent Bayesian limited information estimators 0 0 0 19 1 2 6 82
Measuring forecast uncertainty by disagreement: The missing link 0 0 2 132 4 14 33 518
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency 0 0 0 6 0 3 5 38
Modelling multi-period inflation uncertainty using a panel of density forecasts 0 0 0 89 1 7 11 402
Modelling multi‐period inflation uncertainty using a panel of density forecasts 0 0 0 0 1 4 6 13
More Flexible Use of Survey Data on Expectations in Macroeconomic Models 0 0 0 0 0 2 4 69
Multiperiod Predictions in Dynamic Models 0 0 0 9 0 3 8 58
Nowcasting US GDP: The role of ISM business surveys 0 0 2 68 3 12 25 307
On maximum likelihood estimation of functional form and heteroskedasticity 0 0 0 23 1 2 4 81
On the Estimation of Simultaneous-Equations Error-Components Models with an Application to a Model of Developing Country Foreign Trade 0 0 0 163 0 2 5 486
On the Estimation of Triangular Structural Systems 0 0 1 104 1 12 15 335
On the constancy of real interest rates 0 0 0 12 1 2 3 36
On the distribution function of various model selection criteria with stochastic regressors 0 0 0 8 0 2 4 69
On the estimation of inflationary expectations from qualitative responses 0 0 0 68 1 5 9 139
On the normality of probability distributions of inflation and GNP forecasts 0 0 0 42 0 4 7 157
Online learning and forecast combination in unbalanced panels 0 1 1 5 1 7 10 42
Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 0 0 0 26 0 2 4 125
Predicting binary outcomes based on the pair-copula construction 0 0 1 2 3 8 14 23
Price and income elasticities of demand for hospital care free of quality bias 0 0 0 14 0 3 7 55
Productive efficiency in processing social security disability claims: a look back at the 1989–95 surge 0 0 0 2 0 3 6 29
Quantifying survey expectations: A critical review and generalization of the Carlson–Parkin method 0 0 0 24 0 4 5 82
ROC and PRC Approaches to Evaluate Recession Forecasts 1 1 2 4 2 11 15 27
ROC approach to forecasting recessions using daily yield spreads 0 0 0 1 0 2 3 8
Racial/Ethnic Health Disparity in the U.S.: A Decomposition Analysis 0 0 1 6 0 2 5 31
Rational expectations and the Short-Run Phillips Curve reply and further results 0 0 0 17 1 1 2 76
Rational expectations and the short-run Phillips curves 0 0 0 13 0 2 3 44
Seasonality in U.S. disability applications, labor market, and the pandemic echoes 0 0 0 5 1 14 19 35
Should transportation output be included as part of the coincident indicators system? 0 0 0 11 0 0 5 66
Smoking Behavior of Older Adults: A Panel Data Analysis Using HRS 0 0 2 16 2 7 17 87
Specification Error Analysis with Stochastic Regressors 0 0 0 14 0 1 4 102
Subjective Probability Forecasts for Recessions 0 0 0 12 1 1 5 59
THE DYNAMICS OF INCOME‐RELATED HEALTH INEQUALITY AMONG AMERICAN CHILDREN 0 0 0 0 0 5 8 43
Testing for cointegration: Power versus frequency of observation -- another view 0 0 0 31 0 3 4 122
Testing for normality in a probit model with double selection 0 0 0 74 0 1 9 194
Testing the rational expectations hypothesis in a secondary materials market 0 0 0 13 0 2 3 65
Testing the value of probability forecasts for calibrated combining 0 0 0 3 0 4 6 35
The Estimation and Interpretation of Urban Density Gradients 0 0 0 0 1 2 4 150
The Nordhaus test with many zeros 0 1 1 4 0 5 9 41
The effect of smoking on health using a sequential self‐selection model 0 0 1 11 1 7 20 495
The predictive power of an experimental transportation output index 0 0 0 27 0 2 5 178
The value of probability forecasts as predictors of cyclical downturns 0 0 0 17 0 3 5 101
The yield spread puzzle and the information content of SPF forecasts 0 0 0 25 1 6 12 114
Value of Sample Separation Information in a Sequential Probit Model 0 0 0 8 3 6 7 44
When should we care about consumer sentiment? Evidence from linear and Markov-switching models 0 0 0 0 0 2 4 627
Total Journal Articles 2 11 45 3,927 84 457 912 17,403


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH Models for Multi-period Forecast Uncertainty: A Reality Check Using a Panel of Density Forecasts 0 0 1 2 2 6 8 12
Chapter 1 Transportation Services Index (TSI) and Its Characteristics 0 0 0 1 1 13 18 20
Chapter 2 Composite Coincident Index of the Transportation Sector and Its Linkages to the Economy 0 0 0 0 0 2 6 6
Chapter 3 Leading Indicators for the U.S. Transportation Sector 0 0 0 1 0 4 5 9
Chapter 4 TSI as a Part of the Coincident Indicators System 0 0 0 0 1 4 5 5
Chapter 5 Transportation Indicators: Summary and Concluding Remarks 0 0 0 0 0 2 2 6
Do Federal Disability Insurance Participants Exaggerate Their Health Problems? A Study Using Anchoring Vignettes 0 0 0 2 0 2 7 15
Forecasting Binary Outcomes 1 1 3 94 7 17 33 376
Introduction 0 0 0 0 0 0 3 3
Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity* 0 0 2 4 5 23 32 38
Total Chapters 1 1 6 104 16 73 119 490


Statistics updated 2026-04-09